Skip to main content
Graph
Search
fr
en
Login
Search
All
Categories
Concepts
Courses
Lectures
MOOCs
People
Quizes
Exercises
Publications
Startups
Units
Show all results for
Home
Lecture
Asset Pricing Theory: Risk Aversion and Utility Functions
Graph Chatbot
Related lectures (34)
Dynamic Portfolio Selection
Log in to Mediaspace to watch this video
Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.
Dynamic Portfolio Selection
Log in to Mediaspace to watch this video
Explores dynamic portfolio selection, utility functions, risk aversion, and log-utility in financial markets.
Mean-Variance Portfolio Optimization
Log in to Mediaspace to watch this video
Explores Mean-Variance Utility, optimal portfolio choice, diversification benefits, efficient frontiers, and risk-free assets in portfolio optimization.
Risk Aversion and Utility Functions
Log in to Mediaspace to watch this video
Explores risk aversion, utility functions, and their impact on consumption responses and financial decisions.
Risk Aversion and Complete Markets
Log in to Mediaspace to watch this video
Explores risk aversion, complete markets, and optimal behavior in macro-finance models.
Capital Asset Pricing Model: Risk-Return Trade-off Theory
Log in to Mediaspace to watch this video
Explores the Capital Asset Pricing Model and the risk-return trade-off theory in financial economics, focusing on risk premiums and efficient portfolios.
Efficient Portfolio: CAPM Application
Log in to Mediaspace to watch this video
Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.
Asset Pricing Framework
Log in to Mediaspace to watch this video
Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.
Portfolio Choice with Leverage Constraints
Log in to Mediaspace to watch this video
Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.
Financial Performance Evaluation
Log in to Mediaspace to watch this video
Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.
Macrofinance Models: Consumption and Equilibrium
Log in to Mediaspace to watch this video
Covers the infinite-horizon consumption-based model and its implications for financial decisions and macroeconomic events.
Global Model: Consumption and Prices
Log in to Mediaspace to watch this video
Covers a global model with two countries, consumption, prices, and market clearing.
Factor Models: Portfolio Optimization and APT
Log in to Mediaspace to watch this video
Covers mean-variance portfolio choice, factor models, APT, Sharpe ratio, size and value anomalies, Fama and French models, and factor search.
Introduction to Game Theory
Log in to Mediaspace to watch this video
Covers game theory fundamentals, Nash equilibrium, and strategic interactions in multi-agent systems.
Previous
Page 2 of 2
Next